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  • Panel data regression analyses

    Dear community,

    I was wondering if someone could help me with the problems I have with stata.
    For my last assignment, I have to run different regression models, but as I have never worked with Stata before (let alone any "statistical" experience, I am in a bit of trouble.

    I have a continuous DV (firm performance measured as Tobin's Q), while my IV (Green innovation) is measured as a ratio. My moderator 1 (firm size measured as number of employees) is a continuous variable, moderator 2 (Industry CSR-intensity) is a binary variable as I divide the industries into high or low CSR-intensive. "Moderator" 3 is the interaction effect between firm size and CSR-intensity as I want to find out if the combined effect has a stronger effect than the two separate effects. I also have 5 control variables. Further, I use RoA as a robustness check for my DV, total sales as a robustness check for my moderator 1, and I measure green innovation in 2 ways.

    To be honest, with my lack of experience, I don't really know even where to start. I know I have to declare panel data (xtset), but I have no idea what to do further. Do I firstly have to test the control variables on the DV to look for any correlation? Which tests do I have to use? Etc.

    Hopefully, someone has time to help me out. It would really be appreciated.

    Regards,

  • #2
    Ruben:
    welcome to this forum.
    Please see https://www.statalist.org/forums/help#adviceextras, #4. Thanks.
    Kind regards,
    Carlo
    (Stata 19.0)

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